+262.9%
OKLO vs RSG
+110.0%
+152.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -9.9% | -9.0% |
| 7D | -12.2% | 0.0% | -12.2% | -12.2% |
| 30D | -19.7% | +4.0% | -23.7% | -19.2% |
| 3M | -37.4% | +7.4% | -44.8% | -36.7% |
| 6M | -42.3% | +0.1% | -42.4% | -41.5% |
| YTD | -49.5% | +6.0% | -55.5% | -49.0% |
| 1Y | -54.7% | -3.0% | -51.7% | -53.8% |
| 3Y | +249.6% | +56.5% | +193.1% | +253.9% |
| 5Y | +268.1% | +90.9% | +177.2% | +270.8% |
| All | +262.9% | +110.0% | +152.9% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling